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In this paper, we propose a price staleness factor model that accounts for pervasive market friction across assets and incorporates relevant covariates. Using large-panel high-frequency data, we derive the maximum likelihood estimators of…

Statistics Theory · Mathematics 2026-04-07 Xinbing Kong , Bin Wu , Wuyi Ye

We examine the equilibrium and stability of an elastocapillary system to model drying-induced structural failures. The model comprises a circular elastic membrane with a hole at the center that is deformed by the capillary pressure of…

Soft Condensed Matter · Physics 2015-05-28 Amir Akbari , Reghan J. Hill , Theo G. M. van de Ven

The stability of the system comprising the cold immobile Lorentz plasma of density $N_e$ and the directed nonrelativistic (velocity $\vec{V}$) electronic beam of a small density $N'_e << N_e$ is investigated. The instability increment of…

Plasma Physics · Physics 2015-10-13 Iogann Tolbatov

We investigate the dynamical stability and phase transition behavior in a holographic superfluid model incorporating higher-order self-interaction terms $\lambda |\psi|^4$, $\tau|\psi|^6$, and a non-minimal coupling…

General Relativity and Quantum Cosmology · Physics 2026-04-02 Zi-Qiang Zhao , Mei-Ling Yan , Zhang-Yu Nie , Jing-Fei Zhang , Xin Zhang

We consider the one-dimensional Schroedinger equation on a ring, with the cubic term, of either self-attractive or repulsive sign, confined to a narrow segment. This setting can be realized in optics and Bose-Einstein condensates. For the…

Optics · Physics 2018-11-14 Elad Shamriz , Boris A. Malomed

In this manuscript we consider the stability of periodic solutions to Lambda-Omega lattice dynamical systems. In particular, we show that an appropriate ansatz casts the lattice dynamical system as an infinite-dimensional fast-slow…

Dynamical Systems · Mathematics 2020-06-02 Jason J. Bramburger

This paper provides a comprehensive analysis of stability and long-time behaviour of a coupled system constituted by two rigid bodies separated by a thin layer of lubricant. We show that permanent rotations of the whole system, with the…

Dynamical Systems · Mathematics 2023-08-08 Evan Arsenault , Giusy Mazzone

In this paper we study a class of \emph{self-consistent dynamical systems}, self-consistent in the sense that the discrete time dynamics is different in each step depending on current statistics. The general framework admits popular…

Dynamical Systems · Mathematics 2022-09-22 Fanni M. Sélley

A free boundary problem modeling a microelectromechanical system (MEMS) consisting of a fixed ground plate and a deformable top plate is considered, the plates being held at different electrostatic potentials. It couples a second order…

Analysis of PDEs · Mathematics 2016-12-20 Philippe Laurençot , Christoph Walker

A method is provided to compute the parameter exponent $\lambda$ yielding the dynamic exponents of critical slowing down in mode coupling theory. It is independent from the dynamic approach and based on the formulation of an effective…

Disordered Systems and Neural Networks · Physics 2012-03-06 F. Caltagirone , U. Ferrari , L. Leuzzi , G. Parisi , F. Ricci-Tersenghi , T. Rizzo

We investigate a kinetic model of a system in contact with several thermal reservoirs at different temperatures $T_\alpha$. Our system is a spatially uniform dilute gas whose internal dynamics is described by the nonlinear Boltzmann…

Mathematical Physics · Physics 2014-06-17 Eric A. Carlen , Joel L. Lebowitz , Clement Mouhot

The elastic energy of mixing for multi-component solid solutions is derived by generalizing Eshelby's sphere-in-hole model for binary alloys. By surveying the dependence of the elastic energy on chemical composition and lattice misfit, we…

Materials Science · Physics 2021-09-01 Reza Darvishi Kamachali , Lei Wang

The Fermi-Pasta-Ulam $\alpha$-model of harmonic oscillators with cubic anharmonic interactions is studied from a statistical mechanical point of view. Systems of N= 32 to 128 oscillators appear to be large enough to suggest statistical…

chao-dyn · Physics 2009-10-28 Lapo Casetti , Monica Cerruti-Sola , Marco Pettini , E. G. D. Cohen

We propose a novel type of ergostats and thermostats for molecular dynamics simulations. A general class of active particle swarm models is considered, where any specific total energy (alternatively any specific temperature) can be provided…

Statistical Mechanics · Physics 2016-11-15 Helmuth Huffel , Sasa Ilijic

It is shown, that the saturated $\alpha$-effect taken from the nonlinear dynamo equations for the thin disk can still produce exponentially growing magnetic field in the case, when this field does not feed back on the $\alpha$. For negative…

Fluid Dynamics · Physics 2015-05-18 M. Reshetnyak

In this study, we consider a spring-block system that approximates a $d$-dimensional linear elastic body, where $d=2$ or $d=3$. We derive a $d\times d$ matrix as the spring constant using the P1 finite element method with a triangular mesh…

Numerical Analysis · Mathematics 2025-09-15 Oussama Ounissi , Masato Kimura , Hirofumi Notsu

In this paper we investigate the dynamical behavior of an interface or polymer, in interaction with a distant attractive substrate. The interface is modeled by the graph of a nearest neighbor path with non-negative integer coordinates, and…

Probability · Mathematics 2014-01-06 Hubert Lacoin , Augusto Teixeira

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

Optimization and Control · Mathematics 2013-08-12 Péter Koltai , Alexander Volf

In a previous paper we have shown that the function \Gamma(M, EOS)=\alpha\beta_{GR}/\Lambda^{0.9}(R) is constant (~ 0.4) for pre main-sequence stars (PMS), white dwarfs (WD) and for some neutron star (NS) models, where \alpha_{GR} and…

High Energy Astrophysical Phenomena · Physics 2013-06-04 Antonio Claret , Matthias Hempel

We have previously introduced the parameter `alpha' as an indicator of stability to m=2 nonaxisymmetric modes in rotating, self-gravitating, axisymmetric, gaseous and stellar systems. This parameter can be written as a function of the total…

Astrophysics · Physics 2016-08-30 D. M. Christodoulou , I. Shlosman , J. E. Tohline
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